That's correct, FCPX doesn't yet export markers.
The two solutions are:
1. Add them manually in Compressor before encoding to MPEG-2.
2. Export a Final Cut Pro XML file and then use QT Edit in Pro Media Tools to automatically create chapters in your exported movie from the XML data:
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www.digitalrebellion.com]
My software:
Pro Maintenance Tools - Tools to keep Final Cut Studio, Final Cut Pro X, Avid Media Composer and Adobe Premiere Pro running smoothly and fix problems when they arise
Pro Media Tools - Edit QuickTime chapters and metadata, detect gamma shifts, edit markers, watch renders and more
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